CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.1074 |
0.0132 |
1.2% |
1.0652 |
| High |
1.1100 |
1.1074 |
-0.0026 |
-0.2% |
1.1031 |
| Low |
1.0942 |
1.0992 |
0.0050 |
0.5% |
1.0588 |
| Close |
1.1083 |
1.0995 |
-0.0088 |
-0.8% |
1.0931 |
| Range |
0.0158 |
0.0082 |
-0.0076 |
-48.1% |
0.0443 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
222 |
328 |
106 |
47.7% |
1,714 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1266 |
1.1213 |
1.1040 |
|
| R3 |
1.1184 |
1.1131 |
1.1018 |
|
| R2 |
1.1102 |
1.1102 |
1.1010 |
|
| R1 |
1.1049 |
1.1049 |
1.1003 |
1.1035 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1013 |
| S1 |
1.0967 |
1.0967 |
1.0987 |
1.0953 |
| S2 |
1.0938 |
1.0938 |
1.0980 |
|
| S3 |
1.0856 |
1.0885 |
1.0972 |
|
| S4 |
1.0774 |
1.0803 |
1.0950 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.1998 |
1.1175 |
|
| R3 |
1.1736 |
1.1555 |
1.1053 |
|
| R2 |
1.1293 |
1.1293 |
1.1012 |
|
| R1 |
1.1112 |
1.1112 |
1.0972 |
1.1203 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0895 |
| S1 |
1.0669 |
1.0669 |
1.0890 |
1.0760 |
| S2 |
1.0407 |
1.0407 |
1.0850 |
|
| S3 |
0.9964 |
1.0226 |
1.0809 |
|
| S4 |
0.9521 |
0.9783 |
1.0687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.0855 |
0.0245 |
2.2% |
0.0094 |
0.9% |
57% |
False |
False |
398 |
| 10 |
1.1100 |
1.0588 |
0.0512 |
4.7% |
0.0117 |
1.1% |
79% |
False |
False |
341 |
| 20 |
1.1100 |
1.0588 |
0.0512 |
4.7% |
0.0098 |
0.9% |
79% |
False |
False |
261 |
| 40 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0094 |
0.9% |
43% |
False |
False |
172 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0094 |
0.9% |
43% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1289 |
|
1.618 |
1.1207 |
|
1.000 |
1.1156 |
|
0.618 |
1.1125 |
|
HIGH |
1.1074 |
|
0.618 |
1.1043 |
|
0.500 |
1.1033 |
|
0.382 |
1.1023 |
|
LOW |
1.0992 |
|
0.618 |
1.0941 |
|
1.000 |
1.0910 |
|
1.618 |
1.0859 |
|
2.618 |
1.0777 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1033 |
1.0996 |
| PP |
1.1020 |
1.0995 |
| S1 |
1.1008 |
1.0995 |
|